T D Newton & Associates
Website:
tdnewton.com
Job details:
Mandatory skills: Pricing Model Development, C++, Quant Development, LLMs and AI
Quants
- Pricing Model development and OPM review for Rates, FX and Equity models.
- Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
- Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios.
AI
- Define agent logic, behavior, and boundaries for Markets use cases (risk, trading, credit, surveillance, analytics).
- Own ongoing performance monitoring (OPM) and respond to governance reviews, findings, and control enhancements.
- Classical & Statistical ML:
- XGBoost / Gradient Boosting
- Clustering (k‑means, hierarchical, DBSCAN)
- Dimensionality reduction (PCA, embeddings)
Responsibilities
- Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
- Pricing Model development and OPM review for Rates, FX and Equity models.
- Work closely with platform engineering team on integration of analytics libraries into firm's risk systems.
- Investigate market data, pricing and risk analytics issues.
- Work on implementation of AI based quantitative workflow solutions.
Skills / Qualifications
- Bachelor's/Master's degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualification like CFA, FRM, CQF etc. is an advantage.
- Years of experience from 14 + years
- Excellent programming knowledge in Python/C++ with financial maths and quant development work.
- Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios.
- Good knowledge of development of pricing and risk analytics systems and tools.
- Good knowledge of object oriented analysis and common design patterns.
- Excellent analytical and problem solving skills.
- Good communication skills and ability to work with trading desk and platform engineering teams.
- Front office experience involving FX and Rates
- Good knowledge about LLMs and AI based quants workflow solutions.
Preferred candidates:
- Top Tier colleges: IITs/BITs/NITs
- Professional experience with Investment Banking firms.
- Professional certification in Finance: FRM, CQF or CFA.
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